Credit Risk Pricing with Levy Processes & Capital Structure Arbitrage

Credit Risk Pricing with Levy Processes & Capital Structure Arbitrage
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:930643276
ISBN-13 :
Rating : 4/5 (76 Downloads)

Book Synopsis Credit Risk Pricing with Levy Processes & Capital Structure Arbitrage by :

Download or read book Credit Risk Pricing with Levy Processes & Capital Structure Arbitrage written by and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Credit Risk Pricing with Levy Processes & Capital Structure Arbitrage Related Books

Credit Risk Pricing with Levy Processes & Capital Structure Arbitrage
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2006 - Publisher:

DOWNLOAD EBOOK

Advances in Mathematical Finance
Language: en
Pages: 345
Authors: Michael C. Fu
Categories: Business & Economics
Type: BOOK - Published: 2007-06-22 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical
Mathematics of the Bond Market
Language: en
Pages: 401
Authors: Michał Barski
Categories: Mathematics
Type: BOOK - Published: 2020-04-23 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Mathematical models of bond markets are of interest to researchers working in applied mathematics, especially in mathematical finance. This book concerns bond m
Levy Processes in Credit Risk
Language: en
Pages: 213
Authors: Wim Schoutens
Categories: Business & Economics
Type: BOOK - Published: 2010-06-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas
Option Pricing, Interest Rates and Risk Management
Language: en
Pages: 702
Authors: Elyès Jouini
Categories: Derivative securities
Type: BOOK - Published: 2001 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading resea